Auflistung nach Autor "Cadena Ibarra, Juan Marcelo"
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On Modeling and Measuring Credit, Recovery and Liquidity Risks
Cadena Ibarra, Juan Marcelo (2010-03-17)We investigate three major risks of financial markets: credit, recovery and liquidity risks.<br /> Chapter 1 studies credit risk in an irreversible investment problem. The analysis demonstrates that optimal investment time ...